+4,013.6%
CMG vs CRH
+437.0%
+3,576.6%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | -0.1% |
| 7D | -2.1% | -6.1% | +4.0% | 0.0% |
| 30D | +10.9% | -9.3% | +20.2% | +14.5% |
| 3M | +15.8% | -15.2% | +31.0% | +21.8% |
| 6M | +6.9% | -14.2% | +21.1% | +11.6% |
| YTD | -2.2% | -28.3% | +26.1% | +8.1% |
| 1Y | -7.1% | -21.8% | +14.7% | -0.5% |
| 3Y | -7.1% | +71.6% | -78.7% | -25.2% |
| 5Y | -4.8% | +96.6% | -101.4% | -27.8% |
| 10Y | +324.3% | +253.8% | +70.5% | +154.2% |
| All | +4,013.6% | +437.0% | +3,576.6% | +1,698.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CRH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling